-9.1%
MCHP vs CAVA
+28.6%
-37.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.1% |
| 7D | -2.1% | -12.4% | +10.3% | +0.5% |
| 30D | -11.1% | -11.2% | +0.1% | -9.5% |
| 3M | -18.1% | -33.8% | +15.7% | -11.8% |
| 6M | +10.8% | -32.5% | +43.3% | +18.1% |
| YTD | +14.2% | -8.0% | +22.2% | +12.0% |
| 1Y | +13.5% | -17.1% | +30.6% | +13.3% |
| 3Y | -2.0% | +37.8% | -39.8% | -11.4% |
| All | -9.1% | +28.6% | -37.7% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling